"Whey protein's rocket-fast digestion rate is great for post-workout, but any other time in the day this is not exactly what you want. When your body is in a normal resting state you'd ideally like to consume proteins that are absorbed at a more gradual pace. By mixing your whey protein in milk it will be broken down and released into the bloodstream in a more timed-release manner. This is because milk is largely made up of casein protein, which can take up to 4 hours to be fully digested. By slowing down the release of the protein, your body will be able to deal with it much more efficiently and this will also allow your muscles to remain in an anabolic state for a longer period of time.
This is what makes whey protein so amazing. By simply changing the type of liquid you mix it with (milk or water) you can control its digestion rate and adapt it to your specific needs at any given time."